Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1214475.3452 | 73758.986 | -1288234.3312 | 688357.3038 | -10918136.2683 | 11606493.5721 |
Total P&L (%) | -1214.4753 | 73.759 | -1288.2343 | 688.3573 | -10918.1363 | 11606.4936 |
Avg Daily Profit (%) | -0.5385 | 0.0327 | -0.5712 | 0.0916 | 0 | 0.2114 |
Buy And Hold Return (%) | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 |
Max Trade Drawdown | -1279191 | -124864 | -1345457 | -14386500 | -12528618 | -3172978 |
Profit Factor | 0.3751 | 1.1958 | 0.1778 | 1.0243 | 0.4813 | 2.5945 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 55 | 25 | 30 | 53 | 24 | 29 |
Losing Trades | 34 | 19 | 15 | 36 | 20 | 16 |
Profitability (%) | 61.7978 | 56.8182 | 66.6667 | 59.5506 | 54.5455 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.2319 | 0.9088 | 0.0889 | 0.6958 | 0.401 | 1.4314 |
Largest Winning Trade | 89535 | 89535 | 49191 | 10833321 | 5561465 | 10833321 |
Largest Losing Trade | -900801 | -59052 | -900801 | -6246917 | -6246917 | -1924442 |
Avg Bars in Trades | 48 | 55 | 40 | 48 | 55 | 40 |
Avg Bars in Winners | 19 | 18 | 20 | 22 | 20 | 24 |
Avg Bars in Losers | 94 | 104 | 81 | 85 | 98 | 69 |
Bars Traded | 4288 | 2452 | 1835 | 4288 | 2452 | 1835 |
Profit Streak | 12.3895 | 0 | 54.3895 | 12.3895 | 0 | 54.3895 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578115 | -320806 | -577146 | -268584 | -580130 | 551341 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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